-17.3%
META vs BKR
+42.5%
-59.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +1.7% | +5.0% | +6.6% |
| 30D | +4.8% | +3.3% | +1.4% | +4.6% |
| 3M | -1.6% | -3.6% | +2.0% | -0.8% |
| 6M | -7.5% | +5.0% | -12.5% | -8.1% |
| YTD | -6.4% | +40.9% | -47.3% | -11.1% |
| 1Y | -17.3% | +39.2% | -56.6% | -21.3% |
| All | -17.3% | +42.5% | -59.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling